Asynchronous Iterations of Parareal Algorithm for Option Pricing Models
Magoulès, Frédéric, Gbikpi-Benissan, Guillaume, Zou, QinmengVolume:
6
Language:
english
Journal:
Mathematics
DOI:
10.3390/math6040045
Date:
March, 2018
File:
PDF, 392 KB
english, 2018